Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

  • University of Iowa - Department of Finance

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

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1.

When does Cash-flow Risk Matter to Investors? Evidence from the COVID-19 Pandemic

Number of pages: 45 Posted: 03 Apr 2020 Last Revised: 08 Jun 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 590 (77,726)
Citation 1

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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
Jamie Alcock, Petra Sinagl, Angelo Aspris, Sean Foley, Stephen E. Satchell, Reuben Segara, Danika J. Wright and Juan Yao
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 175 (284,165)

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Asset Price bubbles, Markets

3.

Recessions, Bank Distress & Managerial Incentives to Innovate

Number of pages: 53 Posted: 06 Mar 2021 Last Revised: 07 Jun 2023
Petra Sinagl and Brooke Wang
University of Iowa - Department of Finance and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 171 (289,904)

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Innovation, incentives, skin in the game, executive compensation, option plans, bank distress

4.

Preference Shocks and Contemporaneous Cash Flow Risk

Number of pages: 59 Posted: 27 Apr 2020 Last Revised: 30 Mar 2021
Petra Sinagl
University of Iowa - Department of Finance
Downloads 158 (309,894)

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contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator

5.

Uncertain firm profits and (indirectly) priced idiosyncratic volatility

Downloads 156 (313,204)

Uncertain firm profits and (indirectly) priced idiosyncratic volatility

Number of pages: 60 Posted: 07 May 2020 Last Revised: 03 Jul 2022
Xuhui (Nick) Pan, Bharat Raj Parajuli and Petra Sinagl
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 138 (346,636)

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Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance

Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility

Number of pages: 61 Posted: 05 Feb 2023
Bharat Raj Parajuli, Xuhui (Nick) Pan and Petra Sinagl
Monash University, University of Oklahoma and University of Iowa - Department of Finance
Downloads 18 (903,245)

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Idiosyncratic volatility, Bayesian updating, incomplete information, uncertainty, firm profitability.

6.

Uninformed but Consequential: Corporate Trading in Over-the-counter FX Markets

Number of pages: 59 Posted: 29 Apr 2022 Last Revised: 07 Feb 2023
Umang Khetan and Petra Sinagl
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 119 (386,650)

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Foreign Exchange, Market Microstructure, Information, Volatility

7.

The Response of Equity Yields to a Long-Run Shock

Number of pages: 56 Posted: 11 May 2023
Martijn Boons, Petra Sinagl and Andrea Tamoni
Tilburg University, University of Iowa - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 95 (452,960)

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Equity term structure, TFP news shock, equity yields, dividend growth, discount rate

8.

Asset Pricing with the Awareness of New Priced Risks

Number of pages: 32 Posted: 22 Nov 2022
Christian Heyerdahl-Larsen, Philipp K. Illeditsch and Petra Sinagl
BI Norwegian Business School, Texas A&M University - Mays Business School - Finance Department and University of Iowa - Department of Finance
Downloads 89 (472,032)

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crisis dynamics, recessions, business cycles, asset pricing, output growth, new priced risk

9.

International determinants of asymmetric dependence in investment returns

Journal of International Money and Finance, Vol. 122, April 2022
Number of pages: 51 Posted: 29 Apr 2020 Last Revised: 05 Jan 2022
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance
Downloads 73 (530,625)

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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations

10.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj